Question

What does a high and a low z-score mean?

Answer 1

A high `z`-score means a very low probability of data above this `z`-score and a low `z`-score means a very low probability of data below this `z`-score..

Explanation:

A high `z`-score means a very low probability of data above this `z`-score. For example, the figure below shows the probability of `z`-score above `2.6`.

Probability for this is `0.47%`, which is less than half-percent. Note that if `z`-score rises further, area under the curve fall and probability reduces further.

A low `z`-score means a very low probability of data below this `z`-score. The figure below shows the probability of `z`-score below `-2.5`.

Probability for this is `0.62%` and note that if `z`-score falls further, area under the curve falls and probability reduces further.